| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,642.0 |
2,674.0 |
32.0 |
1.2% |
2,647.0 |
| High |
2,687.0 |
2,705.0 |
18.0 |
0.7% |
2,701.0 |
| Low |
2,634.0 |
2,673.0 |
39.0 |
1.5% |
2,556.0 |
| Close |
2,683.0 |
2,679.0 |
-4.0 |
-0.1% |
2,617.0 |
| Range |
53.0 |
32.0 |
-21.0 |
-39.6% |
145.0 |
| ATR |
53.5 |
52.0 |
-1.5 |
-2.9% |
0.0 |
| Volume |
1,244,339 |
1,096,085 |
-148,254 |
-11.9% |
6,422,140 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.7 |
2,762.3 |
2,696.6 |
|
| R3 |
2,749.7 |
2,730.3 |
2,687.8 |
|
| R2 |
2,717.7 |
2,717.7 |
2,684.9 |
|
| R1 |
2,698.3 |
2,698.3 |
2,681.9 |
2,708.0 |
| PP |
2,685.7 |
2,685.7 |
2,685.7 |
2,690.5 |
| S1 |
2,666.3 |
2,666.3 |
2,676.1 |
2,676.0 |
| S2 |
2,653.7 |
2,653.7 |
2,673.1 |
|
| S3 |
2,621.7 |
2,634.3 |
2,670.2 |
|
| S4 |
2,589.7 |
2,602.3 |
2,661.4 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.7 |
2,983.3 |
2,696.8 |
|
| R3 |
2,914.7 |
2,838.3 |
2,656.9 |
|
| R2 |
2,769.7 |
2,769.7 |
2,643.6 |
|
| R1 |
2,693.3 |
2,693.3 |
2,630.3 |
2,659.0 |
| PP |
2,624.7 |
2,624.7 |
2,624.7 |
2,607.5 |
| S1 |
2,548.3 |
2,548.3 |
2,603.7 |
2,514.0 |
| S2 |
2,479.7 |
2,479.7 |
2,590.4 |
|
| S3 |
2,334.7 |
2,403.3 |
2,577.1 |
|
| S4 |
2,189.7 |
2,258.3 |
2,537.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,588.0 |
117.0 |
4.4% |
44.4 |
1.7% |
78% |
True |
False |
1,157,545 |
| 10 |
2,705.0 |
2,556.0 |
149.0 |
5.6% |
58.4 |
2.2% |
83% |
True |
False |
1,315,073 |
| 20 |
2,705.0 |
2,556.0 |
149.0 |
5.6% |
51.0 |
1.9% |
83% |
True |
False |
1,131,120 |
| 40 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
41.7 |
1.6% |
62% |
False |
False |
991,244 |
| 60 |
2,755.0 |
2,556.0 |
199.0 |
7.4% |
37.5 |
1.4% |
62% |
False |
False |
829,966 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.5 |
1.4% |
78% |
False |
False |
624,345 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.3 |
1.4% |
78% |
False |
False |
500,511 |
| 120 |
2,755.0 |
2,417.0 |
338.0 |
12.6% |
36.1 |
1.3% |
78% |
False |
False |
418,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.0 |
|
2.618 |
2,788.8 |
|
1.618 |
2,756.8 |
|
1.000 |
2,737.0 |
|
0.618 |
2,724.8 |
|
HIGH |
2,705.0 |
|
0.618 |
2,692.8 |
|
0.500 |
2,689.0 |
|
0.382 |
2,685.2 |
|
LOW |
2,673.0 |
|
0.618 |
2,653.2 |
|
1.000 |
2,641.0 |
|
1.618 |
2,621.2 |
|
2.618 |
2,589.2 |
|
4.250 |
2,537.0 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,689.0 |
2,668.7 |
| PP |
2,685.7 |
2,658.3 |
| S1 |
2,682.3 |
2,648.0 |
|